PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JD vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JD and BABA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

JD vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JD.com, Inc. (JD) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
50.41%
40.77%
JD
BABA

Key characteristics

Sharpe Ratio

JD:

0.90

BABA:

1.85

Sortino Ratio

JD:

1.66

BABA:

2.60

Omega Ratio

JD:

1.19

BABA:

1.32

Calmar Ratio

JD:

0.63

BABA:

1.01

Martin Ratio

JD:

2.62

BABA:

5.31

Ulcer Index

JD:

18.15%

BABA:

14.87%

Daily Std Dev

JD:

52.81%

BABA:

42.76%

Max Drawdown

JD:

-79.14%

BABA:

-80.09%

Current Drawdown

JD:

-60.10%

BABA:

-58.32%

Fundamentals

Market Cap

JD:

$60.35B

BABA:

$309.02B

EPS

JD:

$3.69

BABA:

$6.85

PE Ratio

JD:

10.81

BABA:

18.88

PEG Ratio

JD:

1.27

BABA:

0.73

Total Revenue (TTM)

JD:

$898.77B

BABA:

$759.89B

Gross Profit (TTM)

JD:

$107.27B

BABA:

$305.44B

EBITDA (TTM)

JD:

$40.00B

BABA:

$140.02B

Returns By Period

In the year-to-date period, JD achieves a 15.09% return, which is significantly lower than BABA's 52.53% return. Over the past 10 years, JD has underperformed BABA with an annualized return of 3.58%, while BABA has yielded a comparatively higher 4.92% annualized return.


JD

YTD

15.09%

1M

-2.56%

6M

-10.54%

1Y

50.40%

5Y*

1.35%

10Y*

3.58%

BABA

YTD

52.53%

1M

-0.40%

6M

14.61%

1Y

80.06%

5Y*

-6.74%

10Y*

4.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JD vs. BABA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JD
The Risk-Adjusted Performance Rank of JD is 7979
Overall Rank
The Sharpe Ratio Rank of JD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JD is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7878
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 9090
Overall Rank
The Sharpe Ratio Rank of BABA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JD vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Alibaba Group Holding Limited (BABA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.00
JD: 0.90
BABA: 1.85
The chart of Sortino ratio for JD, currently valued at 1.66, compared to the broader market-6.00-4.00-2.000.002.004.00
JD: 1.66
BABA: 2.60
The chart of Omega ratio for JD, currently valued at 1.19, compared to the broader market0.501.001.502.00
JD: 1.19
BABA: 1.32
The chart of Calmar ratio for JD, currently valued at 0.63, compared to the broader market0.001.002.003.004.005.00
JD: 0.63
BABA: 1.01
The chart of Martin ratio for JD, currently valued at 2.62, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
JD: 2.62
BABA: 5.31

The current JD Sharpe Ratio is 0.90, which is lower than the BABA Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of JD and BABA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.90
1.85
JD
BABA

Dividends

JD vs. BABA - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 1.85%, more than BABA's 0.51% yield.


TTM202420232022
JD
JD.com, Inc.
1.85%2.13%2.08%2.21%
BABA
Alibaba Group Holding Limited
0.51%0.78%1.29%0.00%

Drawdowns

JD vs. BABA - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, roughly equal to the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for JD and BABA. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-60.10%
-58.32%
JD
BABA

Volatility

JD vs. BABA - Volatility Comparison

JD.com, Inc. (JD) and Alibaba Group Holding Limited (BABA) have volatilities of 11.69% and 11.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.69%
11.86%
JD
BABA

Financials

JD vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab